Question: In Chapter 15, we learned about swaps. This project will develop your skills in building basic excel models to understand how swaps work and the
In Chapter 15, we learned about swaps. This project will develop your skills in building basic excel models to understand how swaps work and the cash flow implications of related to swaps. Instructions: Build an excel model, using excel functions where applicable, for the following Exhibits in Chapter 15 of your text: 1. 15.4 Plain Vanilla Swap Scenario 1 (25 points) 2. Check the validity of your model by applying it to Scenario 2 (copy the sheet to a new tab). (15 points) 3. 15.13 Interest Rate Cap (20 points) 4. 15.14 Interest Rate Floor (20 points) 5. 15.15 Interest rate Collar (20 points)
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